CSXRX vs. BKTSX
CSXRX (Calvert US Large Cap Core Responsible Index Fund Class R6) and BKTSX (iShares Total U.S. Stock Market Index Fund Class K) are both Large Cap Blend Equities funds - CSXRX tracks the Calvert US Large-Cap Core Responsible Index while BKTSX tracks the Russell 3000 Index. Both are passively managed. Over the past 5 years, CSXRX returned 12.13%/yr vs 12.17%/yr for BKTSX. With a 0.99 correlation, they move nearly in lockstep. CSXRX charges 0.19%/yr vs 0.02%/yr for BKTSX.
Performance
CSXRX vs. BKTSX - Performance Comparison
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Returns By Period
In the year-to-date period, CSXRX achieves a 11.70% return, which is significantly higher than BKTSX's 10.02% return.
CSXRX
- 1D
- 1.07%
- 1M
- -0.54%
- YTD
- 11.70%
- 6M
- 10.84%
- 1Y
- 23.64%
- 3Y*
- 20.34%
- 5Y*
- 12.13%
- 10Y*
- —
BKTSX
- 1D
- 1.13%
- 1M
- -1.07%
- YTD
- 10.02%
- 6M
- 9.21%
- 1Y
- 21.86%
- 3Y*
- 20.09%
- 5Y*
- 12.17%
- 10Y*
- 14.93%
CSXRX vs. BKTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSXRX Calvert US Large Cap Core Responsible Index Fund Class R6 | 11.70% | 15.96% | 24.19% | 27.32% | -21.64% | 25.71% | 26.19% | 32.83% | -4.07% | 4.39% |
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 10.02% | 17.15% | 23.83% | 26.02% | -19.05% | 25.56% | 20.82% | 31.12% | -5.37% | 4.75% |
Correlation
The correlation between CSXRX and BKTSX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2017 | 0.99 |
The correlation between CSXRX and BKTSX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
CSXRX vs. BKTSX — Risk / Return Rank
CSXRX
BKTSX
CSXRX vs. BKTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Large Cap Core Responsible Index Fund Class R6 (CSXRX) and iShares Total U.S. Stock Market Index Fund Class K (BKTSX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSXRX | BKTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.54 | -0.03 |
| Martin ratioReturn relative to average drawdown | 11.22 | 11.18 | +0.04 |
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Drawdowns
CSXRX vs. BKTSX - Drawdown Comparison
The maximum CSXRX drawdown since its inception was -32.82%, smaller than the maximum BKTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for CSXRX and BKTSX.
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Drawdown Indicators
| CSXRX | BKTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.82% | -34.97% | +2.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -8.87% | -0.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -19.29% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -24.98% | -2.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.97% | — |
Current DrawdownCurrent decline from peak | -1.26% | -1.53% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -4.51% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.01% | +0.16% |
Volatility
CSXRX vs. BKTSX - Volatility Comparison
Calvert US Large Cap Core Responsible Index Fund Class R6 (CSXRX) has a higher volatility of 5.17% compared to iShares Total U.S. Stock Market Index Fund Class K (BKTSX) at 4.91%. This indicates that CSXRX's price experiences larger fluctuations and is considered to be riskier than BKTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSXRX | BKTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 4.91% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.60% | 10.04% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.18% | 12.78% | +0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.90% | 17.47% | +0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.63% | 18.39% | +1.24% |
CSXRX vs. BKTSX - Expense Ratio Comparison
CSXRX has a 0.19% expense ratio, which is higher than BKTSX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CSXRX vs. BKTSX - Dividend Comparison
CSXRX's dividend yield for the trailing twelve months is around 4.89%, more than BKTSX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BKTSX iShares Total U.S. Stock Market Index Fund Class K | 1.06% | 1.14% | 1.27% | 1.46% | 1.64% | 1.58% | 1.51% | 2.15% | 2.49% | 2.17% | 1.54% |
CSXRX Calvert US Large Cap Core Responsible Index Fund Class R6 | 4.89% | 5.47% | 1.83% | 1.08% | 1.28% | 1.07% | 0.97% | 1.17% | 4.40% | 2.41% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, CSXRX and BKTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CSXRX has higher volatility (5.17%) compared to BKTSX (4.91%). In terms of maximum drawdown, CSXRX dropped -32.82% vs BKTSX's -34.97%.
CSXRX currently has the higher Sharpe Ratio (1.86 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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